-1.2%
TDG vs ETHA
-30.2%
+29.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.5% |
| 30D | -9.3% | +30.9% | -40.2% | -10.7% |
| 3M | -7.1% | +51.1% | -58.2% | -9.4% |
| 6M | -11.2% | +20.5% | -31.7% | -12.3% |
| YTD | -15.3% | -17.3% | +2.0% | -14.9% |
| 1Y | -12.5% | -43.2% | +30.8% | -10.4% |
| All | -1.2% | -30.2% | +29.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling